+139.8%
FTNT vs NLY
+64.2%
+75.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -4.0% | +3.8% | +1.1% |
| 30D | -3.0% | -5.2% | +2.3% | -1.4% |
| 3M | +7.6% | +2.8% | +4.8% | +6.5% |
| 6M | +87.0% | +4.2% | +82.8% | +83.3% |
| YTD | +96.5% | +4.7% | +91.9% | +91.7% |
| 1Y | +92.9% | +12.7% | +80.2% | +82.5% |
| 3Y | +139.8% | +62.5% | +77.3% | +101.7% |
| All | +139.8% | +64.2% | +75.7% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling